EVI-Emerging Asia - EDHEC-Risk
EVI-Emerging Asia - EDHEC-Risk
EVI-Emerging Asia - EDHEC-Risk
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Pan-<strong>Asia</strong>n Volatility Indicators<br />
1<br />
0.9<br />
0.8<br />
0.7<br />
0.6<br />
0.5<br />
0.4<br />
0.3<br />
0.2<br />
0.1<br />
0<br />
Japan<br />
1<br />
0.9<br />
0.8<br />
0.7<br />
0.6<br />
0.5<br />
0.4<br />
0.3<br />
0.2<br />
0.1<br />
0<br />
<strong>Emerging</strong> <strong>Asia</strong><br />
1.1<br />
0.9<br />
0.7<br />
0.5<br />
Dev <strong>Asia</strong> ex Japan<br />
The latest recession, from<br />
Dec-07 to June 09, as<br />
defined by NBER.<br />
0.3<br />
0.1<br />
-0.1<br />
Idiosyncratic volatility can<br />
be a measure of economic<br />
uncertainty.